+91.3%
D vs AR
-32.8%
+124.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | 0.0% |
| 7D | +6.9% | -11.7% | +18.6% | +7.6% |
| 30D | +12.3% | +1.8% | +10.5% | +12.2% |
| 3M | +3.0% | +6.0% | -2.9% | +2.6% |
| 6M | +12.8% | -7.0% | +19.8% | +13.0% |
| YTD | +22.6% | +5.6% | +17.0% | +21.8% |
| 1Y | +21.7% | +10.8% | +10.8% | +20.6% |
| 3Y | +83.9% | +19.3% | +64.6% | +80.1% |
| 5Y | +14.0% | +73.3% | -59.4% | +8.7% |
| 10Y | +45.6% | +47.6% | -2.0% | +21.2% |
| All | +91.3% | -32.8% | +124.1% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling